Forecasting time series with multivariate copulas (Q2351202)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting time series with multivariate copulas |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forecasting time series with multivariate copulas |
scientific article |
Statements
Forecasting time series with multivariate copulas (English)
0 references
23 June 2015
0 references
copulas
0 references
time series
0 references
forecasting
0 references
realized volatility
0 references